Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDFAX (ING DFA Global Allocation Port Adv) | NA | -5.22% | 0.70% | NA | NA | NA | NA | … | … |
Data as of 09/20/2013, Common starting date is 05/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDFAX (ING DFA Global Allocation Port Adv) | 05/07/2010 | 09/20/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.22 | 0.70 | NA | NA | NA | NA | … | … | -4.96 | 9.42 | -6.69 | 10.09 |
| Sharpe Ratio | NA | -0.37 | 0.05 | NA | NA | NA | NA | … | … | -0.46 | 1.07 | -0.42 | 1.19 |
| Standard Deviation(%) | NA | 14.38 | 13.88 | NA | NA | NA | NA | … | … | 14.83 | 8.82 | 16.16 | 13.23 |
| Draw Down(%) | NA | 12.34 | 16.64 | NA | NA | NA | NA | … | … | 12.34 | 8.67 | 16.64 | 6.86 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/20/2013, Common starting date is 05/07/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDFAX (ING DFA Global Allocation Port Adv) |
5.76%
Jul 2010 – Jul 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDFAX (ING DFA Global Allocation Port Adv) |
6.59%
Jun 2010 – Jun 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart